I would guess it just depends on what your fingers are doing? If you keep them in a cupped position, or your fingers are hooked over to the palm should be fine surely? If you grab just around the padded part of the glove, then it's illegal.

Has any MMA fight ever been finished with a wristlock? I use them a lot in bjj and have submitted with them in competition... but can't remember ever seeing one in MMA.

If any fingers or thumb insert anywhere on the glove or cup the edges of gloves forcing movement it would be grabbing the gloves. It can be difficult sometimes to judge exactly but many times if it is blatant and intentional you can see it and there are certain circumstances and positions where it is common, e.g., defending chokes/back GnP.